+513.3%
XRT vs VSAT
+196.2%
+317.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.2% |
| 7D | +0.8% | +11.8% | -11.0% | -1.8% |
| 30D | -4.2% | -7.0% | +2.9% | -2.9% |
| 3M | +5.1% | +3.3% | +1.8% | +1.3% |
| 6M | +2.4% | +57.4% | -55.0% | -12.5% |
| YTD | +3.2% | +118.6% | -115.4% | -20.0% |
| 1Y | +1.5% | +150.2% | -148.7% | -25.4% |
| 3Y | +40.6% | +160.7% | -120.2% | -15.0% |
| 5Y | -1.0% | +51.2% | -52.2% | -36.3% |
| 10Y | +128.4% | -0.7% | +129.1% | +53.1% |
| All | +513.3% | +196.2% | +317.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling